Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47728.7 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46333.74 Kr¶

PnL: ---------------------------------------> -554.83 Kr¶

DD now: ---------------------------------> -1.853 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 16:28:03.238408'

Anic Portfolio¶

Today¶

Return: -0.531 %¶

This Week¶

Return: -0.384 %¶

Total¶

Return: 56.251 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.740000 2817.500000 181.500000 6.890000 2636.000010
Beijer Electronics Group 26 -2.590000 3125.200000 154.200000 5.190000 2971.000006
Corem Property Group B 59 -1.300000 624.810000 47.810000 8.290000 576.999999
AcadeMedia 12 0.200000 603.600000 46.600000 8.370000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.550000 394.800000 39.800000 11.210000 355.000000
HMS Networks 2 -1.280000 708.000000 35.000000 5.200000 673.000000
Boozt 12 0.000000 1688.400000 34.400000 2.080000 1653.999996
Resurs Holding 22 0.470000 606.540000 32.540000 5.670000 573.999998
MedCap 2 -2.580000 453.000000 32.000000 7.600000 421.000000
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 0.000000 564.800000 21.800000 4.010000 543.000000
Intrum 4 0.000000 546.400000 19.400000 3.680000 527.000000
SAAB B 8 -0.210000 3396.000000 19.000000 0.560000 3377.000000
Securitas B 6 1.300000 587.520000 17.520000 3.070000 570.000000
Swedbank A 3 1.950000 579.600000 15.600000 2.770000 564.000000
OEM International B 7 -0.260000 543.200000 15.200000 2.880000 527.999997
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
Coor Service Management Hold. 8 -0.800000 542.400000 10.400000 1.950000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.960000 251.280000 5.280000 2.150000 246.000000
Nordea Bank Abp 29 0.370000 3456.800000 2.800000 0.080000 3453.999992
Handelsbanken A 5 0.230000 547.250000 1.250000 0.230000 546.000000
Creaspac SPAC 6 -0.730000 572.400000 -4.600000 -0.800000 577.000002
CTEK 13 -3.150000 519.740000 -14.260000 -2.670000 533.999999
Essity B 2 -0.890000 558.200000 -15.800000 -2.750000 574.000000
Midsona B 63 -0.660000 565.740000 -17.260000 -2.960000 582.999984
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
Sampo Oyj SDB 7 -0.730000 3815.000000 -35.000000 -0.910000 3850.000000
International Petroleum Corp. 5 -3.220000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 0.790000 555.960000 -57.040000 -9.310000 612.999432
Axfood 13 -1.530000 3604.900000 -151.100000 -4.020000 3756.000001
Fasadgruppen Group 35 2.300000 3577.000000 -234.000000 -6.140000 3810.999990
OX2 18 -1.190000 1422.900000 -241.100000 -14.490000 1663.999992
Ovzon 52 -2.140000 2849.600000 -512.400000 -15.240000 3361.999992
TOTAL 46333.740000 -554.830000 -1.85316% 46888.564618

Updated:¶

'2023-01-24 16:28:16.271160'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶